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News & Research
Most Recent News & Research
US risk ticks up as hot inflation data drags down equity market; European Energy sector rises as tensions escalate in the Middle East; WW Earnings Yield outperforms amid mixed earnings reports.
Analytics | Portfolio Risk Management
Multi-Asset Class Risk Monitor Highlights | Week Ended April 12, 2024
Persistent US inflation kills rate cut hopes; Higher rates propel dollar to 5-month high; Combined stock, bond, and FX sell-off boosts portfolio risk.
Investor sentiment ended last week unchanged across all the markets we follow except in Asia ex-Japan where sentiment turned bullish from positive the previous week.
Tough Week For Equities But Risk Doesn’t Budge; Diversification Ratios High, Correlations Low.
Analytics | Portfolio Risk Management
Multi-Asset Class Risk Monitor Highlights | Week Ended April 5, 2024
Strong manufacturing and jobs data lift Treasury yields to 4-month high; Dollar breaks positive correlation with monetary-policy expectations; Inverse FX/equity relationship reduces portfolio risk.
Investor sentiment was little changed again in another holiday-shortened week (Australia, UK, and China), with big moves limited to Japanese (down) and UK (up) investors. Japanese
US predicted risk has leveled off, while in Developed ex-US it continues to fall; Value has a strong March in developed markets; quarterly returns have had quite a run in several markets; Trading volume: a study in contrasts.
Investor sentiment during the past week remained relatively stable despite a shortened trading period across major Western markets.
Momentum begets momentum, until it doesn’t; European risk’s recent decline drops it to near a 10-year low.
Analytics | Portfolio Risk Management
Multi-Asset Class Risk Monitor Highlights | Week Ended March 22, 2024
Downward inflation surprise sways BoE further toward cutting rates; BoJ raises rates for first time in 17 years…and the yen plummets; Joint stock and bond rally boosts portfolio risk.
This modest uplift in sentiment comes on the heels of the interest rate decision meetings conducted by several major central banks the week prior, which did not yield any negative surprises.
China among the worst performers and riskiest markets; US small caps much riskier than large caps; Large stocks with momentum preferred in developed markets.